Claude Code trading research is f*cking insane when the goal is to reject itself start with $10,000 turn one momentum idea into 27 strategy configurations then attack every result with: costs walk-forward tests parameter checks out-of-sample validation the numbers get ugly fast: 27 tested 6 positive historically 2 survive preliminary OOS checks 0 approved for live deployment and even the “best” return is not necessarily the best strategy 24% return → 0.75 Sharpe 14% return → 1.17 Sharpe plus costs can turn: $1,200 gross → $200 net that is the whole point AI should generate ideas fast the research system should kill them even faster